Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 203,595 CHF | 204,595 CHF | 100.00% | 100.00% |
12/07/2024 | 0.50% | 2.05 CHF | 2.06 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 199,079 CHF | 200,079 CHF | 98.99% | 98.99% |
11/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 199,662 CHF | 200,662 CHF | 99.94% | 99.94% |
10/07/2024 | 0.48% | 1.99 CHF | 2.00 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 207,803 CHF | 208,803 CHF | 99.85% | 99.85% |
09/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 213,245 CHF | 214,245 CHF | 100.00% | 100.00% |
08/07/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 210,783 CHF | 211,783 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 214,041 CHF | 215,041 CHF | 99.27% | 99.27% |
04/07/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 218,225 CHF | 219,225 CHF | 100.00% | 100.00% |
03/07/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 218,716 CHF | 219,716 CHF | 99.51% | 99.51% |
02/07/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 218,033 CHF | 219,033 CHF | 99.97% | 99.97% |